Simulation and the Monte Carlo Method / Edition 1

Simulation and the Monte Carlo Method / Edition 1

by Reuven Y. Rubinstein
     
 

ISBN-10: 0471089176

ISBN-13: 9780471089179

Pub. Date: 04/28/1981

Publisher: Wiley


About the Author:
Dirk P. Kroese University of Queensland Department of Mathematics Brisbane, Australia

About the Author:
Thomas Taimre University of Queensland Department of Mathematics Brisbane, Australia

About the Author:
Zdravko I. Botev University of Queensland Department of Mathematics Brisbane, Australia

Overview


About the Author:
Dirk P. Kroese University of Queensland Department of Mathematics Brisbane, Australia

About the Author:
Thomas Taimre University of Queensland Department of Mathematics Brisbane, Australia

About the Author:
Zdravko I. Botev University of Queensland Department of Mathematics Brisbane, Australia

About the Author:
Reuven Y. Rubinstein Technion-Israel Institute of Technology Faculty of Industrial Engineering and Management Haifa, Israel

Product Details

ISBN-13:
9780471089179
Publisher:
Wiley
Publication date:
04/28/1981
Series:
Wiley Series in Probability and Statistics Series, #16
Edition description:
Older Edition
Pages:
304
Product dimensions:
0.81(w) x 6.00(h) x 9.00(d)

Table of Contents

Preface     vii
Acknowledgments     ix
Problems     1
Preliminaries     1
Random Number, Random Variable, and Stochastic Process Generation     9
Simulation of Discrete-Event Systems     15
Statistical Analysis of Discrete-Event Systems     19
Controlling the Variance     25
Markov Chain Monte Carlo     31
Sensitivity Analysis and Monte Carlo Optimization     37
The Cross-Entropy Method     41
Counting via Monte Carlo     47
Appendix     51
Solutions     53
Preliminaries     55
Random Number, Random Variable, and Stochastic Process Generation     69
Simulation of Discrete-Event Systems     85
Statistical Analysis of Discrete-Event Systems     95
Controlling the Variance     105
Markov Chain Monte Carlo     123
Sensitivity Analysis and Monte Carlo Optimization     145
The Cross-Entropy Method     151
Counting via Monte Carlo     177
Appendix     187

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >